+22.4%
LHX vs ACWI
+67.7%
-45.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.5% | +1.1% | -3.6% | -2.9% |
| 30D | -10.4% | -0.2% | -10.2% | -10.3% |
| 3M | -14.9% | +4.7% | -19.6% | -16.6% |
| 6M | -29.6% | +14.5% | -44.1% | -33.6% |
| YTD | -11.8% | +14.6% | -26.4% | -16.9% |
| 1Y | -5.1% | +21.4% | -26.5% | -12.5% |
| 3Y | +61.3% | +77.6% | -16.3% | +26.3% |
| 5Y | +22.4% | +68.1% | -45.7% | -6.8% |
| All | +22.4% | +67.7% | -45.3% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling